Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126956.0801 | 251932.937 | -124976.8569 | 3056855.2191 | 1469571.6012 | 1587283.6179 |
Total P&L (%) | 126.9561 | 251.9329 | -124.9769 | 3056.8552 | 1469.5716 | 1587.2836 |
Avg Daily Profit (%) | 0.1029 | 0.2041 | -0.1013 | 0.2801 | 0.2233 | 0.2292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -379065 | -58006 | -368013 | -1940368 | -1930940 | -1952822 |
Profit Factor | 1.1404 | 1.9682 | 0.806 | 1.4619 | 1.4828 | 1.4441 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 129 | 61 | 68 | 125 | 61 | 64 |
Losing Trades | 48 | 27 | 21 | 52 | 27 | 25 |
Profitability (%) | 72.8814 | 69.3182 | 76.4045 | 70.6215 | 69.3182 | 71.9101 |
Ratio Avg Win / Avg Loss | 0.4243 | 0.8712 | 0.2489 | 0.6081 | 0.6563 | 0.5641 |
Largest Winning Trade | 30115 | 30115 | 21355 | 519912 | 367865 | 519912 |
Largest Losing Trade | -288772 | -37334 | -288772 | -1440245 | -1411324 | -1440245 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 48 | 44 | 51 | 57 | 58 | 57 |
Avg Bars in Losers | 166 | 171 | 160 | 134 | 141 | 127 |
Bars Traded | 14219 | 7359 | 6860 | 14219 | 7359 | 6860 |
Profit Streak | 17.698 | 17.698 | 37.948 | 17.698 | 17.698 | 37.948 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117972 | 437301 | -575857 | 479073 | 406838 | 429239 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|